Monotonic bounds in multistage mixed-integer stochastic programming

DOI10.1007/s10287-016-0254-5zbMath1397.90287OpenAlexW2329499105MaRDI QIDQ1789577

Elisabetta Allevi, Marida Bertocchi, Francesca Maggioni

Publication date: 10 October 2018

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-016-0254-5

zbMATH Keywords

computational complexityboundsmultistage stochastic programmingmixed integer programsvalue of stochastic solutiongroup subproblems

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

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